-33.4%
CPRT vs CBRE
-14.3%
-19.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.0% |
| 7D | -0.4% | -1.7% | +1.3% | +0.3% |
| 30D | +8.2% | -3.0% | +11.2% | +9.5% |
| 3M | +2.3% | +2.6% | -0.3% | +1.5% |
| 6M | -14.7% | +2.0% | -16.7% | -15.5% |
| YTD | -18.2% | -13.1% | -5.1% | -15.4% |
| 1Y | -33.4% | -13.8% | -19.5% | -31.0% |
| All | -33.4% | -14.3% | -19.0% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling